Mathematical Finance with MATLAB©
DOI:
https://doi.org/10.46661/revmetodoscuanteconempresa.2067Keywords:
MATLAB, Ibex 35, valoración de opciones, componentes principales, ecuaciones de Black-Scholes, método Monte Carlo, método binomial, options valuation, principal components, Black-Scholes equations, Monte Carlo method, binomial methodAbstract
The aim of this paper is to present the MATLAB tools for the teaching and the applications in the Mathematical Finance. This paper has two parts; the first one is a statistical study of the movement of the prices for the securities in the Ibex 35 during the year 2006. The second one is about the different procedures: the Black-Scholes equation, Monte-Carlo method and Binomial method, to calculate the prices of financial options.
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